Macroeconomic determinants of stock market capitalization in an emerging market : fresh evidence from cointegration with unknown structural breaks
Year of publication: |
March-November 2016
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Authors: | Shahbaz, Muhammad ; Ur Rehman, Ijaz ; Afza, Talat |
Published in: |
Macroeconomics and finance in emerging market economies. - London [u.a.] : Routledge, ISSN 1752-0843, ZDB-ID 2425758-8. - Vol. 9.2016, 1/3, p. 75-99
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Subject: | stock market development | macroeconomy | structural breaks | Aktienmarkt | Stock market | Strukturbruch | Structural break | Kointegration | Cointegration | Schwellenländer | Emerging economies | Wirtschaftswachstum | Economic growth | Zeitreihenanalyse | Time series analysis |
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